+640.9%
XLU vs MDT
+301.7%
+339.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.0% |
| 7D | +0.6% | -0.3% | +0.9% | +0.7% |
| 30D | -0.4% | +2.8% | -3.2% | -1.3% |
| 3M | -1.7% | +13.1% | -14.8% | -5.6% |
| 6M | -7.1% | +2.3% | -9.5% | -8.2% |
| YTD | +1.9% | -2.7% | +4.6% | +2.1% |
| 1Y | +6.1% | +0.9% | +5.3% | +5.0% |
| 3Y | +48.8% | +26.8% | +21.9% | +36.2% |
| 5Y | +43.8% | -19.5% | +63.3% | +49.1% |
| 10Y | +143.2% | +40.6% | +102.6% | +111.3% |
| All | +640.9% | +301.7% | +339.2% | +376.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MDT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling